دورية أكاديمية
Martingale defects in the volatility surface and bubble conditions in the underlying
العنوان: | Martingale defects in the volatility surface and bubble conditions in the underlying |
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المؤلفون: | Stahl, PhilipAff1, Aff2, Aff3, IDs1114702309200x_cor1, Blauth, JérômeAff2, Aff3 |
المصدر: | Review of Derivatives Research. 27(1):85-111 |
قاعدة البيانات: | Springer Nature Journals |
تدمد: | 13806645 15737144 |
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DOI: | 10.1007/s11147-023-09200-x |